ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 78.220 78.800 0.580 0.7% 79.200
High 78.930 78.995 0.065 0.1% 79.465
Low 78.120 78.690 0.570 0.7% 78.260
Close 78.794 78.825 0.031 0.0% 78.401
Range 0.810 0.305 -0.505 -62.3% 1.205
ATR 0.608 0.586 -0.022 -3.6% 0.000
Volume 36,179 20,819 -15,360 -42.5% 113,419
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 79.752 79.593 78.993
R3 79.447 79.288 78.909
R2 79.142 79.142 78.881
R1 78.983 78.983 78.853 79.063
PP 78.837 78.837 78.837 78.876
S1 78.678 78.678 78.797 78.758
S2 78.532 78.532 78.769
S3 78.227 78.373 78.741
S4 77.922 78.068 78.657
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 82.324 81.567 79.064
R3 81.119 80.362 78.732
R2 79.914 79.914 78.622
R1 79.157 79.157 78.511 78.933
PP 78.709 78.709 78.709 78.597
S1 77.952 77.952 78.291 77.728
S2 77.504 77.504 78.180
S3 76.299 76.747 78.070
S4 75.094 75.542 77.738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.995 78.120 0.875 1.1% 0.482 0.6% 81% True False 30,623
10 80.240 78.120 2.120 2.7% 0.519 0.7% 33% False False 29,177
20 80.240 78.120 2.120 2.7% 0.548 0.7% 33% False False 27,864
40 82.045 78.120 3.925 5.0% 0.634 0.8% 18% False False 25,463
60 82.045 78.120 3.925 5.0% 0.633 0.8% 18% False False 21,969
80 82.045 77.330 4.715 6.0% 0.613 0.8% 32% False False 16,503
100 82.045 75.255 6.790 8.6% 0.589 0.7% 53% False False 13,206
120 82.045 75.255 6.790 8.6% 0.521 0.7% 53% False False 11,018
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.129
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 80.291
2.618 79.793
1.618 79.488
1.000 79.300
0.618 79.183
HIGH 78.995
0.618 78.878
0.500 78.843
0.382 78.807
LOW 78.690
0.618 78.502
1.000 78.385
1.618 78.197
2.618 77.892
4.250 77.394
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 78.843 78.736
PP 78.837 78.647
S1 78.831 78.558

These figures are updated between 7pm and 10pm EST after a trading day.

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